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Approximate Bayesian Computation (ABC) methods have become essential tools for performing inference when likelihood functions are intractable or computationally prohibitive. However, their scalability remains a major challenge in…

Methodology · Statistics 2025-07-09 Antoine Luciano , Charly Andral , Christian P. Robert , Robin J. Ryder

In recent years dynamical modelling has been provided with a range of breakthrough methods to perform exact Bayesian inference. However it is often computationally unfeasible to apply exact statistical methodologies in the context of large…

Computation · Statistics 2014-12-24 Umberto Picchini , Julie Lyng Forman

We research relations between optimal transport theory (OTT) and approximate Bayesian computation (ABC) possibly connected to relevant metrics defined on probability measures. Those of ABC are computational methods based on Bayesian…

Statistics Theory · Mathematics 2021-05-06 Marco Tarsia , Antonietta Mira , Daniele Cassani

Performing exact posterior inference in complex generative models is often difficult or impossible due to an expensive to evaluate or intractable likelihood function. Approximate Bayesian computation (ABC) is an inference framework that…

Machine Learning · Statistics 2016-02-16 Jovana Mitrovic , Dino Sejdinovic , Yee Whye Teh

Approximate Bayesian Computation (ABC) has gained popularity as a method for conducting inference and forecasting in complex models, most notably those which are intractable in some sense. In this paper we use ABC to produce probabilistic…

Methodology · Statistics 2023-11-03 Chaya Weerasinghe , Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

Approximate Bayesian computation (ABC) methods can be used to sample from posterior distributions when the likelihood function is unavailable or intractable, as is often the case in biological systems. ABC methods suffer from inefficient…

Machine Learning · Statistics 2019-12-03 Charlie Rogers-Smith , Henri Pesonen , Samuel Kaski

This paper introduces a simple, general framework for likelihood-free Bayesian reinforcement learning, through Approximate Bayesian Computation (ABC). The main advantage is that we only require a prior distribution on a class of simulators…

Machine Learning · Statistics 2013-07-01 Christos Dimitrakakis , Nikolaos Tziortziotis

Approximate Bayesian computation (ABC) methods provide an elaborate approach to Bayesian inference on complex models, including model choice. Both theoretical arguments and simulation experiments indicate, however, that model posterior…

We consider the application of approximate Bayesian Computation (ABC) in the context of medical imaging data. We consider the parameter estimation of compartmental models in PET imaging analysis, and provide a simple ABC algorithm for its…

Applications · Statistics 2016-08-01 Y. Fan , S. R. Meikle , G. Angelis , A. Sitek

Controlled branching processes are stochastic growth population models in which the number of individuals with reproductive capacity in each generation is controlled by a random control function. The purpose of this work is to examine the…

Methodology · Statistics 2019-07-03 M. González , R. Martínez , C. Minuesa , I. del Puerto

With larger data at their disposal, scientists are emboldened to tackle complex questions that require sophisticated statistical models. It is not unusual for the latter to have likelihood functions that elude analytical formulations. Even…

Computation · Statistics 2019-05-17 Evgeny Levi , Radu V. Craiu

Approximate Bayesian Computational (ABC) methods (or likelihood-free methods) have appeared in the past fifteen years as useful methods to perform Bayesian analyses when the likelihood is analytically or computationally intractable. Several…

Methodology · Statistics 2012-05-01 Meili Baragatti , Agnès Grimaud , Denys Pommeret

Approximate Bayesian Computation has been successfully used in population genetics to bypass the calculation of the likelihood. These methods provide accurate estimates of the posterior distribution by comparing the observed dataset to a…

Simulation models for pedestrian crowds are a ubiquitous tool in research and industry. It is crucial that the parameters of these models are calibrated carefully and ultimately it will be of interest to compare competing models to decide…

Multiagent Systems · Computer Science 2020-05-13 Nikolai Bode

Composite likelihood provides approximate inference when the full likelihood is intractable and sub-likelihood functions of marginal events can be evaluated relatively easily. It has been successfully applied for many complex models.…

Methodology · Statistics 2024-09-05 Wentao Li , Rosabeth White , Dennis Prangle

Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of…

Cosmology and Nongalactic Astrophysics · Physics 2019-08-13 E. E. O. Ishida , S. D. P. Vitenti , M. Penna-Lima , J. Cisewski , R. S. de Souza , A. M. M. Trindade , E. Cameron , V. C. Busti

Time series of counts arise in a variety of forecasting applications, for which traditional models are generally inappropriate. This paper introduces a hierarchical Bayesian formulation applicable to count time series that can easily…

Machine Learning · Statistics 2014-05-16 Nicolas Chapados

Approximate Bayesian Computation (ABC) is a method to obtain a posterior distribution without a likelihood function, using simulations and a set of distance metrics. For that reason, it has recently been gaining popularity as an analysis…

Cosmology and Nongalactic Astrophysics · Physics 2018-02-28 Tomasz Kacprzak , Jörg Herbel , Adam Amara , Alexandre Réfrégier

Approximate Bayesian Computation (ABC) methods rely on asymptotic arguments, implying that parameter inference can be systematically biased even when sufficient statistics are available. We propose to construct the ABC accept/reject step…

Methodology · Statistics 2014-01-24 Oliver Ratmann , Anton Camacho , Adam Meijer , Gé Donker

Sequential algorithms such as sequential importance sampling (SIS) and sequential Monte Carlo (SMC) have proven fundamental in Bayesian inference for models not admitting a readily available likelihood function. For approximate Bayesian…

Computation · Statistics 2024-11-08 Umberto Picchini , Massimiliano Tamborrino
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